Results 261 to 270 of about 67,239 (298)

The generalized extreme value distribution

Economics Letters, 2003
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Turan G Bali
exaly   +2 more sources

A Comparison of confidence intervals for generalized extreme-value distributions

Journal of Statistical Computation and Simulation, 1998
In this paper, we address the issue of the accuracy of various confidence intervals for the parameters of the generalized extreme value (GEV) distribution. In particular, we consider intervals based on two different estimates, the probability weighted moment estimates (PWM) and the optimal bounded robust estimates (OBRE). For each estimate, we evaluate
D J Dupuis
exaly   +2 more sources

New generalized extreme value distribution with applications to extreme temperature data

Environmetrics, 2023
AbstractA new generalization of the extreme value distribution is presented with its density function, having a wide variety of density and tail shapes for modeling extreme value data. This generalized extreme value distribution will be referred to as the odd generalized extreme value distribution.
Wilson Gyasi, Kahadawala Cooray
openaire   +1 more source

General Extreme Value Distribution

2021
The General Extreme Value (GEV) distribution is the general solution, found by Jenkinson (1955), to the Stability Postulate that all the extremes must comply with. The GEV distribution has been under study since 1955 and it has experienced a growing acceptance by the practicing engineers and scientists as computing devices have improved every single ...
openaire   +1 more source

Research on Extreme Value Distribution of Cutting Force in CNC Lathe Based on Generalized Extreme Value Distribution

2019 4th International Conference on System Reliability and Safety (ICSRS), 2019
The extreme value of cutting force is one of the important factors affecting the reliability of machine tools. Correctly establishing its distribution is an important prerequisite for the preparation of CNC machine tool cutting force spectrum and the reliability design of CNC machine tools.
Shengxu Wang, Guofa Li, Haiji Yang, Jialong He   +3 more
openaire   +1 more source

General Extreme Value Distribution for the Minima

2021
The General Extreme Value (GEV) distribution is the general solution, found by Jenkinson (1955), to the Stability Postulate that all the extremes must comply with. The GEV distribution has been under study since 1955 and it has experienced a growing acceptance by the practicing engineers as the computing devices have improved every single year since ...
openaire   +1 more source

Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR)

2008
In 2000, Ait-Sahalia and Lo have argued that Economic VaR (E-VaR) calculated under option market implied risk neutral density (RND) is a more relevant measure of risk than historically based VaR. As industry practice requires VaR at high confidence level of 99%, Extreme Economic Value at Risk (EE-VaR) based on the Generalized Extreme Value (GEV ...
Alentorn, A, Markose, SM
openaire   +2 more sources

Modeling papr of MC-CDMA by generalized extreme value distribution

2012 25th IEEE Canadian Conference on Electrical and Computer Engineering (CCECE), 2012
The generalized extreme value (GEV) distribution is suitable for modeling the extreme events, such as the maximum value of an asymptotic distribution. This paper presents results of an experimental investigation where the distribution of peak-to-average power ratio (PAPR) in downlink MC-CDMA systems is modeled by the GEV distribution.
Xiao Bian, Nam Yul Yu
openaire   +1 more source

A boosting algorithm for Generalized Extreme Value distributions

2020
<p>In weather and climate science statistical modeling is applied for manifold problems. Due to the increasing number of input variables, overfitting can easily deteriorate the performance for model predictions.  In order to avoid this, it is often meaningful to apply model selection approaches.
Madlen Peter, Alexander Pasternack, Henning Rust   +2 more
openaire   +1 more source

Generalized Extreme Value Distribution

1998
The generalized extreme-value (GEV) distribution was introduced by Jenkinson (1955, 1969) and recommended by Natural Environment Research Council (1975) of Great Britain. The GEV distribution is the most widely accepted distribution for describing flood frequency data from the United Kingdom (Sinclair and Ahmad, 1988) and has also become popular ...
openaire   +1 more source